+74.7%
TSLA vs PFGC
+82.7%
-8.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +1.5% | +1.5% | 0.0% | +0.8% |
| 30D | +3.4% | +17.4% | -14.0% | -4.9% |
| 3M | +17.4% | -2.4% | +19.8% | +18.8% |
| 6M | -12.2% | +18.2% | -30.4% | -20.8% |
| YTD | -13.1% | +23.7% | -36.8% | -25.2% |
| 1Y | -11.1% | +15.0% | -26.1% | -19.7% |
| All | +74.7% | +82.7% | -8.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling